Slavery was one of if not the largest industry in Rome, with traders from across the known world. The Legions never escorted the newly enslaved to Rome because they were sold off almost immediately near the battle or siege. Merchants followed the armies and would buy the prisoners, then ship them back to Rome - or any of the other trading hubs - themselves. Guard duty was undertaken by mercenaries and other employees of the trader concerned.

Warfare in the Classical world - John Warry

Clearing up a common misconception - I don't know about the logistics of managing slaves so I'll just leave that alone.

The Rubicon wasn't a boundary within which soldiers weren't allowed. The Rubicon first occurs as a boundary for Marc Antony, who was forbidden from taking an army from Italy north of the Rubicon. Anything associating the Rubicon with the line beyond which it was not possible for Caesar to withdraw occurs only after Lucan's epic poem on the civil war, written at the end of the Julio-Claudian period. Even the pomperium, the line around the city separating the military world from the civil world, could be crossed in certain circumstances, like the public violence in 53/52, in which Pompey had to occupy the city to allow public business.

That's not to say Lucan was wrong about Caesar crossing the Rubicon, exactly. I find it hard to believe the Rubicon suddenly became important for containing Marc Antony, but meant nothing to Caesar five years earlier. Neither Caesar nor Cicero mention it though, and it certainly wasn't a limit on having troops since Pompey had two legions preparing for his Parthian expedition inside the peninsula.